I have a daily US swaps data here for 2020 https://easyupload.io/yh4rnd . I have run PCA on standardized data and got PCA matrix (and basic statistics):

[![enter image description here][1]][1]

[![enter image description here][2]][2]


I also have such hypothetical portfolio that in this example is making  +$195k. 

[![enter image description here][3]][3] 

Question: How do I attribute this P&L to each principal component, such that the total P&L number equals +$195k? 


  [1]: https://i.sstatic.net/X8p9N.png
  [2]: https://i.sstatic.net/8sZ23.png
  [3]: https://i.sstatic.net/jiuxn.png